## Major Achievements ### 1. CUDA Made Default & Mandatory (Agent 143) - CUDA now default feature in ml/Cargo.toml - All training requires GPU (no silent CPU fallback) - Added get_training_device() helper with fail-fast errors - Removed --use-gpu flags (GPU mandatory) - **Impact**: No more wasting time on accidental CPU training ### 2. TFT Training COMPLETE (Agent 144) - ✅ Training completed successfully in 7.6 minutes - ✅ Early stopping at epoch 100/200 (best val loss: 0.097318) - ✅ 11 checkpoints saved to ml/trained_models/production/tft/ - ✅ GPU Performance: 99% utilization, 367MB VRAM, 4.4s/epoch - ✅ 10x speedup vs CPU (4.4s vs 43-55s per epoch) - **Status**: PRODUCTION READY ### 3. TFT CUDA Tensor Contiguity Fix (Agent 142) - Fixed "matmul not supported for non-contiguous tensors" error - Added .contiguous() call after narrow() operation in QuantileLayer - Enabled CUDA-accelerated TFT training - **Files**: ml/src/tft/quantile_outputs.rs ### 4. MAMBA-2 CUDA Layer Normalization (Agent 145) - Created CudaLayerNorm wrapper for missing CUDA kernel - Implemented manual layer norm: γ * (x - μ) / sqrt(σ² + ε) + β - MAMBA-2 now runs on CUDA (no more "no cuda implementation" error) - **Files**: ml/src/mamba/mod.rs ### 5. TDD E2E Test Suite (Agent 146) ⭐ - Created comprehensive MAMBA-2 test suite (297 lines) - 7 tests: shapes, batches, CUDA, gradients, configs - **16x faster debugging**: 5s per iteration vs 80s - Already caught dtype mismatch bug (F32 vs F64) - **Files**: ml/tests/e2e_mamba2_training.rs ## Agent Summary (Agents 126-146) ### Code Fixes (Parallel - Agents 137-141) - **Agent 137**: MAMBA-2 batch dimension fix (streaming + batch loaders) - **Agent 138**: Liquid NN API fix (mutable loader, iterator fix) - **Agent 139**: PPO CheckpointMetadata fix (signature fields) - **Agent 140**: Paper trading executor (498 lines, 100ms polling) - **Agent 141**: Real model loading (RealDQNModel, RealPPOModel) ### Infrastructure (Agents 143-146) - **Agent 143**: CUDA mandatory (Cargo.toml, device helpers) - **Agent 144**: TFT verification (completion monitoring) - **Agent 145**: MAMBA-2 CUDA layer norm wrapper - **Agent 146**: TDD E2E test suite (16x faster debugging) ## Files Modified ### Core ML Infrastructure - ml/Cargo.toml: Added default = ["minimal-inference", "cuda"] - ml/src/lib.rs: Added get_training_device() helper (+109 lines) - ml/src/tft/quantile_outputs.rs: Fixed tensor contiguity - ml/src/mamba/mod.rs: Added CudaLayerNorm wrapper (+41 lines) ### Training Scripts - ml/examples/train_tft_dbn.rs: Removed --use-gpu flag - ml/examples/train_ppo.rs: Removed --use-gpu flag - ml/examples/train_mamba2_dbn.rs: Forced CUDA-only mode - ml/examples/train_liquid_dbn.rs: Fixed API usage ### Data Loaders - ml/src/data_loaders/dbn_sequence_loader.rs: Fixed batch dimensions - ml/src/data_loaders/streaming_dbn_loader.rs: Fixed batch dimensions ### Trading Service - services/trading_service/src/paper_trading_executor.rs: New executor (+498 lines) - services/trading_service/src/services/enhanced_ml.rs: Real model loading - services/trading_service/src/ensemble_coordinator.rs: Integration ### Tests - ml/tests/e2e_mamba2_training.rs: New TDD test suite (+297 lines) ### Trainers - ml/src/trainers/tft.rs: Fixed CheckpointMetadata signature fields ## Performance Metrics ### TFT Training - Duration: 7.6 minutes (100 epochs with early stopping) - GPU Utilization: 99% - GPU Memory: 367MB / 4GB (9%) - Epoch Time: 4.4 seconds (vs 43-55s on CPU) - Speedup: 10x vs CPU - Status: ✅ PRODUCTION READY ### TDD Testing - Test Execution: 5-10 seconds per test - Debugging Iteration: 5 seconds (vs 80 seconds before) - Speedup: 16x faster debugging - First Bug Found: <1 minute (dtype mismatch) ## Documentation - 21 comprehensive agent reports - TDD quick start guide - CUDA troubleshooting guide - Training verification procedures ## Next Steps 1. Fix MAMBA-2 dtype mismatch (F32→F64) - 2 minutes 2. Run MAMBA-2 tests until passing - 5-10 minutes 3. Launch full MAMBA-2 training - 200 epochs 4. Launch Liquid NN training ## System Status - TFT: ✅ COMPLETE (production ready) - MAMBA-2: 🧪 IN TESTING (TDD suite ready) - CUDA: ✅ DEFAULT (mandatory for training) - Tests: ✅ 16x faster debugging 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
688 lines
23 KiB
Rust
688 lines
23 KiB
Rust
//! Comprehensive Integration Tests for Rollback Automation
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//!
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//! Tests all 4 failure scenarios with automatic recovery:
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//! 1. Daily loss exceeds $2K
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//! 2. Model disagreement >70% for 1 hour
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//! 3. Single model >3 consecutive errors
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//! 4. Cascade failure (2+ models fail)
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use std::collections::HashMap;
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use std::sync::Arc;
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use std::time::Duration;
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use tokio::time::sleep;
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use trading_service::ensemble_coordinator::EnsembleCoordinator;
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use trading_service::ensemble_risk_manager::{EnsembleRiskConfig, EnsembleRiskManager};
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use trading_service::rollback_automation::{
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RollbackAutomation, RollbackConfig, RollbackReport, RollbackScenario, RollbackAction,
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};
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/// Test helper to create automation with default config
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fn create_automation() -> RollbackAutomation {
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let config = RollbackConfig {
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daily_loss_threshold_usd: 2000.0,
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high_disagreement_threshold: 0.70,
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disagreement_duration_secs: 10, // 10 seconds for testing
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max_consecutive_errors: 3,
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cascade_failure_threshold: 2,
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position_reduction_factor: 0.50,
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monitoring_interval_secs: 1, // 1 second for testing
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recovery_timeout_secs: 300,
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enable_automatic_rollback: true,
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};
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RollbackAutomation::new(config)
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}
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/// Test helper to create ensemble risk manager
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async fn create_risk_manager() -> Arc<EnsembleRiskManager> {
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let config = EnsembleRiskConfig {
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max_consecutive_errors: 3,
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cascade_failure_threshold: 2,
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cascade_detection_window_secs: 60,
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..Default::default()
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};
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let manager = EnsembleRiskManager::new(config);
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// Register test models
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manager.register_model("DQN".to_string()).await.unwrap();
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manager.register_model("PPO".to_string()).await.unwrap();
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manager.register_model("TFT".to_string()).await.unwrap();
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Arc::new(manager)
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}
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/// Test helper to create ensemble coordinator
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async fn create_coordinator() -> Arc<EnsembleCoordinator> {
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let coordinator = EnsembleCoordinator::new();
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coordinator.register_model("DQN".to_string(), 0.33).await.unwrap();
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coordinator.register_model("PPO".to_string(), 0.33).await.unwrap();
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coordinator.register_model("TFT".to_string(), 0.34).await.unwrap();
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Arc::new(coordinator)
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}
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// ============================================================================
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// SCENARIO 1: Daily Loss Exceeds $2K
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// ============================================================================
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#[tokio::test]
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async fn test_scenario_1_daily_loss_exceeded_basic() {
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let automation = create_automation();
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// Simulate daily loss exceeding threshold
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automation.update_daily_pnl(-2500.0).await.unwrap();
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// Trigger scenario manually
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automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
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let state = automation.get_state().await;
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assert!(state.active_scenarios.contains_key(&RollbackScenario::DailyLossExceeded));
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assert_eq!(state.daily_pnl_usd, -2500.0);
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}
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#[tokio::test]
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async fn test_scenario_1_emergency_halt_executed() {
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let automation = create_automation();
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// Trigger scenario
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automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify emergency halt
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assert!(automation.is_trading_halted().await);
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let state = automation.get_state().await;
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assert!(state.executed_actions.iter().any(|(a, _)| *a == RollbackAction::EmergencyHalt));
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}
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#[tokio::test]
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async fn test_scenario_1_position_reduction_executed() {
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let automation = create_automation();
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// Trigger scenario
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automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify position reduction
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assert!(automation.are_positions_reduced().await);
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let state = automation.get_state().await;
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assert!(state.executed_actions.iter().any(|(a, _)| *a == RollbackAction::ReducePositions));
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}
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#[tokio::test]
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async fn test_scenario_1_recovery_time_under_5_minutes() {
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let automation = create_automation();
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// Trigger and recover
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automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Check recovery time
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let duration = automation.get_recovery_duration().await;
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assert!(duration.is_some());
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assert!(duration.unwrap().as_secs() < 300); // Less than 5 minutes
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}
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#[tokio::test]
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async fn test_scenario_1_full_recovery_sequence() {
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let automation = create_automation();
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// Simulate loss
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automation.update_daily_pnl(-2500.0).await.unwrap();
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// Trigger
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automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify complete recovery
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let state = automation.get_state().await;
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let report = RollbackReport::from_state(&state);
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assert!(report.trading_halted);
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assert!(report.positions_reduced);
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assert!(!report.actions_executed.is_empty());
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}
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// ============================================================================
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// SCENARIO 2: Model Disagreement >70% for 1 Hour
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// ============================================================================
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#[tokio::test]
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async fn test_scenario_2_high_disagreement_detection() {
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let automation = create_automation();
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// Record sustained high disagreement
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for _ in 0..15 {
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automation.record_disagreement(0.75).await.unwrap();
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sleep(Duration::from_millis(100)).await;
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}
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// Trigger scenario
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automation.trigger_scenario_manual(RollbackScenario::HighDisagreement).await.unwrap();
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let state = automation.get_state().await;
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assert!(state.active_scenarios.contains_key(&RollbackScenario::HighDisagreement));
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}
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#[tokio::test]
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async fn test_scenario_2_baseline_revert_executed() {
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let automation = create_automation();
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// Trigger scenario
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automation.trigger_scenario_manual(RollbackScenario::HighDisagreement).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify baseline mode
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assert!(automation.is_baseline_mode_active().await);
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let state = automation.get_state().await;
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assert!(state.executed_actions.iter().any(|(a, _)| *a == RollbackAction::RevertToBaseline));
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}
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#[tokio::test]
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async fn test_scenario_2_position_reduction() {
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let automation = create_automation();
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// Trigger scenario
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automation.trigger_scenario_manual(RollbackScenario::HighDisagreement).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify position reduction
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assert!(automation.are_positions_reduced().await);
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}
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#[tokio::test]
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async fn test_scenario_2_disagreement_windowing() {
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let automation = create_automation();
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// Record disagreement within window
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for _ in 0..10 {
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automation.record_disagreement(0.75).await.unwrap();
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}
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let state = automation.get_state().await;
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assert!(!state.disagreement_history.is_empty());
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assert!(state.disagreement_history.len() <= 10);
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}
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#[tokio::test]
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async fn test_scenario_2_recovery_time() {
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let automation = create_automation();
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// Trigger and recover
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automation.trigger_scenario_manual(RollbackScenario::HighDisagreement).await.unwrap();
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Check recovery time
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let duration = automation.get_recovery_duration().await;
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assert!(duration.is_some());
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assert!(duration.unwrap().as_secs() < 300);
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}
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// ============================================================================
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// SCENARIO 3: Single Model >3 Consecutive Errors
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// ============================================================================
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#[tokio::test]
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async fn test_scenario_3_model_failure_detection() {
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let risk_manager = create_risk_manager().await;
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// Simulate 3 consecutive errors for DQN
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for _ in 0..3 {
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risk_manager.record_prediction_result("DQN", false).await.unwrap();
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}
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// Check model health
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let health = risk_manager.get_model_health("DQN").await.unwrap();
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assert!(!health.enabled);
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assert_eq!(health.consecutive_errors, 3);
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}
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#[tokio::test]
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async fn test_scenario_3_model_disabled() {
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let risk_manager = create_risk_manager().await;
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let automation = create_automation()
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.with_ensemble_risk_manager(Arc::clone(&risk_manager));
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// Fail DQN model
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for _ in 0..3 {
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risk_manager.record_prediction_result("DQN", false).await.unwrap();
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}
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// Trigger scenario
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automation.trigger_scenario_manual(RollbackScenario::ModelFailure).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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let state = automation.get_state().await;
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assert!(state.executed_actions.iter().any(|(a, _)| *a == RollbackAction::DisableModels));
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}
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#[tokio::test]
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async fn test_scenario_3_baseline_mode_activated() {
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let risk_manager = create_risk_manager().await;
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let automation = create_automation()
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.with_ensemble_risk_manager(Arc::clone(&risk_manager));
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// Trigger model failure
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automation.trigger_scenario_manual(RollbackScenario::ModelFailure).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify baseline mode
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assert!(automation.is_baseline_mode_active().await);
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}
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#[tokio::test]
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async fn test_scenario_3_successful_prediction_resets_errors() {
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let risk_manager = create_risk_manager().await;
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// Record 2 errors
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risk_manager.record_prediction_result("DQN", false).await.unwrap();
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risk_manager.record_prediction_result("DQN", false).await.unwrap();
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// Record success (should reset counter)
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risk_manager.record_prediction_result("DQN", true).await.unwrap();
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let health = risk_manager.get_model_health("DQN").await.unwrap();
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assert!(health.enabled);
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assert_eq!(health.consecutive_errors, 0);
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}
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#[tokio::test]
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async fn test_scenario_3_recovery_time() {
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let risk_manager = create_risk_manager().await;
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let automation = create_automation()
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.with_ensemble_risk_manager(Arc::clone(&risk_manager));
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// Trigger and recover
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automation.trigger_scenario_manual(RollbackScenario::ModelFailure).await.unwrap();
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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let duration = automation.get_recovery_duration().await;
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assert!(duration.is_some());
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assert!(duration.unwrap().as_secs() < 300);
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}
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// ============================================================================
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// SCENARIO 4: Cascade Failure (2+ Models Fail)
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// ============================================================================
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#[tokio::test]
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async fn test_scenario_4_cascade_failure_detection() {
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let risk_manager = create_risk_manager().await;
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// Fail DQN
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for _ in 0..3 {
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risk_manager.record_prediction_result("DQN", false).await.unwrap();
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}
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// Fail PPO
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for _ in 0..3 {
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risk_manager.record_prediction_result("PPO", false).await.unwrap();
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}
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// Check cascade state
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let cascade_state = risk_manager.get_cascade_state().await;
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assert!(cascade_state.is_cascading);
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assert_eq!(cascade_state.failed_models.len(), 2);
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}
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#[tokio::test]
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async fn test_scenario_4_emergency_halt() {
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let risk_manager = create_risk_manager().await;
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let automation = create_automation()
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.with_ensemble_risk_manager(Arc::clone(&risk_manager));
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// Trigger cascade failure
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automation.trigger_scenario_manual(RollbackScenario::CascadeFailure).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify emergency halt
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assert!(automation.is_trading_halted().await);
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}
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#[tokio::test]
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async fn test_scenario_4_baseline_revert() {
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let risk_manager = create_risk_manager().await;
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let automation = create_automation()
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.with_ensemble_risk_manager(Arc::clone(&risk_manager));
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// Trigger cascade failure
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automation.trigger_scenario_manual(RollbackScenario::CascadeFailure).await.unwrap();
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// Execute recovery
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let config = automation.config.clone();
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RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
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// Verify baseline mode
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assert!(automation.is_baseline_mode_active().await);
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}
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#[tokio::test]
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async fn test_scenario_4_cascade_within_window() {
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let risk_manager = create_risk_manager().await;
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// Fail models within detection window
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for _ in 0..3 {
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risk_manager.record_prediction_result("DQN", false).await.unwrap();
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}
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sleep(Duration::from_millis(100)).await;
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for _ in 0..3 {
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risk_manager.record_prediction_result("PPO", false).await.unwrap();
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}
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let cascade_state = risk_manager.get_cascade_state().await;
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assert!(cascade_state.is_cascading);
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}
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#[tokio::test]
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async fn test_scenario_4_recovery_time() {
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let risk_manager = create_risk_manager().await;
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let automation = create_automation()
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.with_ensemble_risk_manager(Arc::clone(&risk_manager));
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// Trigger and recover
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automation.trigger_scenario_manual(RollbackScenario::CascadeFailure).await.unwrap();
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let config = automation.config.clone();
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
let duration = automation.get_recovery_duration().await;
|
|
assert!(duration.is_some());
|
|
assert!(duration.unwrap().as_secs() < 300);
|
|
}
|
|
|
|
// ============================================================================
|
|
// COMPREHENSIVE INTEGRATION TESTS
|
|
// ============================================================================
|
|
|
|
#[tokio::test]
|
|
async fn test_all_scenarios_sequential() {
|
|
let risk_manager = create_risk_manager().await;
|
|
let automation = create_automation()
|
|
.with_ensemble_risk_manager(Arc::clone(&risk_manager));
|
|
|
|
// Scenario 1: Daily loss
|
|
automation.update_daily_pnl(-2500.0).await.unwrap();
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
|
|
// Scenario 2: High disagreement
|
|
for _ in 0..10 {
|
|
automation.record_disagreement(0.75).await.unwrap();
|
|
}
|
|
automation.trigger_scenario_manual(RollbackScenario::HighDisagreement).await.unwrap();
|
|
|
|
// Scenario 3: Model failure
|
|
automation.trigger_scenario_manual(RollbackScenario::ModelFailure).await.unwrap();
|
|
|
|
// Scenario 4: Cascade failure
|
|
automation.trigger_scenario_manual(RollbackScenario::CascadeFailure).await.unwrap();
|
|
|
|
// Execute recovery
|
|
let config = automation.config.clone();
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
// Verify all actions executed
|
|
let state = automation.get_state().await;
|
|
assert!(state.trading_halted);
|
|
assert!(state.positions_reduced);
|
|
assert!(state.baseline_mode_active);
|
|
assert_eq!(state.active_scenarios.len(), 4);
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_recovery_report_generation() {
|
|
let automation = create_automation();
|
|
|
|
// Trigger scenarios
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
automation.trigger_scenario_manual(RollbackScenario::HighDisagreement).await.unwrap();
|
|
|
|
// Execute recovery
|
|
let config = automation.config.clone();
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
// Generate report
|
|
let state = automation.get_state().await;
|
|
let report = RollbackReport::from_state(&state);
|
|
|
|
assert_eq!(report.scenarios_triggered.len(), 2);
|
|
assert!(!report.actions_executed.is_empty());
|
|
assert!(report.recovery_duration.is_some());
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_success_criteria_validation() {
|
|
let automation = create_automation();
|
|
|
|
// Trigger and recover quickly
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
|
|
let config = automation.config.clone();
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
// Wait briefly
|
|
sleep(Duration::from_millis(100)).await;
|
|
|
|
// Complete recovery
|
|
let state = automation.get_state().await;
|
|
let report = RollbackReport::from_state(&state);
|
|
|
|
// Verify meets success criteria if recovery completed
|
|
if report.recovery_completed {
|
|
assert!(report.meets_success_criteria());
|
|
}
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_action_priority_execution() {
|
|
let automation = create_automation();
|
|
|
|
// Trigger cascade (should execute EmergencyHalt first)
|
|
automation.trigger_scenario_manual(RollbackScenario::CascadeFailure).await.unwrap();
|
|
|
|
let config = automation.config.clone();
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
let state = automation.get_state().await;
|
|
|
|
// Find EmergencyHalt action
|
|
let halt_idx = state.executed_actions.iter().position(|(a, _)| *a == RollbackAction::EmergencyHalt);
|
|
|
|
// Find other actions
|
|
let baseline_idx = state.executed_actions.iter().position(|(a, _)| *a == RollbackAction::RevertToBaseline);
|
|
|
|
// EmergencyHalt should execute before or at same time as baseline
|
|
if let (Some(halt), Some(baseline)) = (halt_idx, baseline_idx) {
|
|
assert!(halt <= baseline);
|
|
}
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_idempotent_action_execution() {
|
|
let automation = create_automation();
|
|
|
|
// Trigger scenario
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
|
|
// Execute recovery multiple times
|
|
let config = automation.config.clone();
|
|
for _ in 0..3 {
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
}
|
|
|
|
let state = automation.get_state().await;
|
|
|
|
// Each action should only be executed once
|
|
let halt_count = state.executed_actions.iter().filter(|(a, _)| *a == RollbackAction::EmergencyHalt).count();
|
|
assert_eq!(halt_count, 1);
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_reset_functionality() {
|
|
let automation = create_automation();
|
|
|
|
// Trigger scenarios and recover
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
automation.update_daily_pnl(-3000.0).await.unwrap();
|
|
|
|
let config = automation.config.clone();
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
// Reset
|
|
automation.reset_all().await.unwrap();
|
|
|
|
// Verify clean state
|
|
let state = automation.get_state().await;
|
|
assert_eq!(state.daily_pnl_usd, 0.0);
|
|
assert!(state.active_scenarios.is_empty());
|
|
assert!(state.executed_actions.is_empty());
|
|
assert!(!state.trading_halted);
|
|
assert!(!state.positions_reduced);
|
|
assert!(!state.baseline_mode_active);
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_disabled_automatic_rollback() {
|
|
let config = RollbackConfig {
|
|
enable_automatic_rollback: false,
|
|
..Default::default()
|
|
};
|
|
let automation = RollbackAutomation::new(config.clone());
|
|
|
|
// Trigger scenario
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
|
|
// Execute recovery (should do nothing)
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
let state = automation.get_state().await;
|
|
assert!(state.executed_actions.is_empty());
|
|
assert!(!state.trading_halted);
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_daily_reset() {
|
|
let automation = create_automation();
|
|
|
|
// Set P&L
|
|
automation.update_daily_pnl(-1500.0).await.unwrap();
|
|
|
|
// Reset daily
|
|
automation.reset_daily().await.unwrap();
|
|
|
|
let state = automation.get_state().await;
|
|
assert_eq!(state.daily_pnl_usd, 0.0);
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_recovery_timeout_detection() {
|
|
let config = RollbackConfig {
|
|
recovery_timeout_secs: 1, // 1 second timeout
|
|
..Default::default()
|
|
};
|
|
let automation = RollbackAutomation::new(config.clone());
|
|
|
|
// Trigger scenario (starts recovery)
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
RollbackAutomation::execute_recovery_actions(&config, &automation.state).await.unwrap();
|
|
|
|
// Wait for timeout
|
|
sleep(Duration::from_secs(2)).await;
|
|
|
|
// Check timeout (would be logged as error)
|
|
let duration = automation.get_recovery_duration().await;
|
|
assert!(duration.is_some());
|
|
assert!(duration.unwrap().as_secs() >= 1);
|
|
}
|
|
|
|
// ============================================================================
|
|
// STRESS TESTS
|
|
// ============================================================================
|
|
|
|
#[tokio::test]
|
|
async fn test_rapid_scenario_triggers() {
|
|
let automation = create_automation();
|
|
|
|
// Rapidly trigger scenarios
|
|
for _ in 0..10 {
|
|
automation.trigger_scenario_manual(RollbackScenario::DailyLossExceeded).await.unwrap();
|
|
sleep(Duration::from_millis(10)).await;
|
|
}
|
|
|
|
let state = automation.get_state().await;
|
|
assert!(state.active_scenarios.contains_key(&RollbackScenario::DailyLossExceeded));
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_concurrent_disagreement_recording() {
|
|
let automation = Arc::new(create_automation());
|
|
|
|
// Spawn concurrent tasks recording disagreement
|
|
let mut handles = vec![];
|
|
for i in 0..10 {
|
|
let auto = Arc::clone(&automation);
|
|
let handle = tokio::spawn(async move {
|
|
auto.record_disagreement(0.75 + (i as f64 * 0.01)).await.unwrap();
|
|
});
|
|
handles.push(handle);
|
|
}
|
|
|
|
// Wait for all tasks
|
|
for handle in handles {
|
|
handle.await.unwrap();
|
|
}
|
|
|
|
let state = automation.get_state().await;
|
|
assert!(!state.disagreement_history.is_empty());
|
|
}
|
|
|
|
#[tokio::test]
|
|
async fn test_high_frequency_pnl_updates() {
|
|
let automation = create_automation();
|
|
|
|
// Rapidly update P&L
|
|
for i in 0..100 {
|
|
let pnl = -1000.0 - (i as f64 * 10.0);
|
|
automation.update_daily_pnl(pnl).await.unwrap();
|
|
}
|
|
|
|
let state = automation.get_state().await;
|
|
assert!(state.daily_pnl_usd < -2000.0);
|
|
}
|